-44.4%
CPNG vs LTH
+160.9%
-205.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | -7.4% | -0.6% | -6.8% | -7.2% |
| 30D | -4.4% | -4.6% | +0.2% | -3.0% |
| 3M | -7.5% | +32.8% | -40.3% | -17.5% |
| 6M | -19.9% | +64.6% | -84.6% | -35.9% |
| YTD | -35.2% | +62.6% | -97.8% | -48.0% |
| 1Y | -46.8% | +49.9% | -96.7% | -56.0% |
| 3Y | -20.2% | +151.3% | -171.5% | -51.0% |
| All | -44.4% | +160.9% | -205.3% | -71.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LTH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling